Another possibility is beta regression (see -betafit- on SSC). Although
this is not a program written for panel data, it does allow the
-cluster- option to get robust standard errors when fitting with panel
data.
Al Feiveson
-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of alessia
matano
Sent: Tuesday, November 06, 2007 12:58 PM
To: [email protected]
Subject: Re: st: RE: model for fractional data with panel data
zero is not present in my estimation. My variable varies between 0 and
1 with extremes excluded, since my share is the relative employment of
white collar workers in any firm and there are no firms with only non
white collar workers. However the fact that the logarithmic variable is
bounded at 0 worries me. It's like I am estimating an impact on a
variable which is "truncated", but not in a classical way. It is in this
respect that I would like to get suggestions.
Thank you for your answer
Ilaria
2007/11/6, Nick Cox <[email protected]>:
> The fact that a logarithm may be negative should not worry you one
bit.
> The fact that log 0 is indeterminate should worry you a lot if you
> have exact zeros in your data. What to do when you have 0 and wish to
> take logarithms is one of the most frequently discussed problems on
> this list.
>
> Nick
> [email protected]
>
> Ilaria Tucci
>
> Another question: Is that right that is not possible to transform the
> dependent variable in logarithmic form and then apply the related
> panel data models, since the logarithm of a variable between 0 and 1,
> varies between -infinite and 0, and thus it does no make sense to
> perform analysis on such a variable?
>
>
> *
> * For searches and help try:
> * http://www.stata.com/support/faqs/res/findit.html
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
>
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
